+298.9%
CDW vs CHD
+195.3%
+103.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +9.3% | +3.4% | +6.0% | +8.6% |
| 30D | +14.4% | +10.1% | +4.3% | +12.1% |
| 3M | +21.4% | +11.9% | +9.5% | +18.6% |
| 6M | +72.8% | +19.6% | +53.2% | +66.3% |
| YTD | +28.0% | +36.0% | -8.0% | +19.3% |
| 1Y | +19.3% | +34.8% | -15.4% | +11.4% |
| 3Y | -15.3% | +28.8% | -44.1% | -21.2% |
| 5Y | -3.8% | +33.0% | -36.8% | -12.6% |
| All | +298.9% | +195.3% | +103.6% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling